Simple consistent estimation of the coefficients of a linear filter (Q1098530): Difference between revisions
From MaRDI portal
Latest revision as of 15:05, 18 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Simple consistent estimation of the coefficients of a linear filter |
scientific article |
Statements
Simple consistent estimation of the coefficients of a linear filter (English)
0 references
1988
0 references
preliminary estimation
0 references
linear filter
0 references
identification
0 references
linear process
0 references
innovations
0 references
best mean square predictor
0 references
ARMA processes
0 references